First of all you need some sort of legal status in Canada, such as a work permit. CBSA (customs) will need to see it. Employers sponsor you for a work permit, it requires labour certification through Human Resources Canada which the employer applies for (or usually the outside company they use to hire people from outside the country).
You need to list all personal belongings on CBSA forms B4 and B4A, you can download these from the CBSA website. CBSA will inspect these forms and sign off on them at the port of entry. If you have any belongings which you plan on bringing in later, you will need to show the approved form to CBSA when the goods are imported.
Any vehicles will need to be approved for import, have a read of
www.riv.ca which explains how to do it. (Bear in mind there is no duty on anything imported as personal effects).
Once you've arrived you need to go to the local Federal building and get an SIN (the Canadian equivalent of an SSN), which requires you to present either a work permit or permanent resident card.
When you file taxes, as US citizens you have to carry on filing a 1040 every year, you claim a foreign tax credit for any tax paid in Canada using IRS Form 2555. You also have to file a Canadian tax return, i.e. a T1, and the employer will give you a T4 (the Canadian equivalent to a W-2).
Steve.